+911.5%
BE vs BBWI
-1.1%
+912.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.5% | +6.4% |
| 7D | +20.0% | +1.5% | +18.5% | +19.4% |
| 30D | +7.9% | -5.2% | +13.1% | +8.7% |
| 3M | -13.2% | +11.1% | -24.3% | -18.1% |
| 6M | +53.5% | -13.4% | +66.8% | +55.3% |
| YTD | +191.0% | +0.1% | +190.9% | +176.3% |
| 1Y | +360.5% | -36.1% | +396.6% | +404.2% |
| 3Y | +1,568.0% | -44.1% | +1,612.1% | +1,696.1% |
| 5Y | +1,055.2% | -66.2% | +1,121.4% | +1,340.4% |
| All | +911.5% | -1.1% | +912.6% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling